Hands-on Bayesian Neural Networks -- a Tutorial for Deep Learning Users

Modern deep learning methods constitute incredibly powerful tools to tackle a myriad of challenging problems. However, since deep learning methods operate as black boxes, the uncertainty associated with their predictions is often challenging to quantify. Bayesian statistics offer a formalism to understand and quantify the uncertainty associated with deep neural network predictions. This tutorial provides an overview of the relevant literature and a complete toolset to design, implement, train, use and evaluate Bayesian Neural Networks, i.e. Stochastic Artificial Neural Networks trained using Bayesian methods.